I am trying to understand lagged correlations.
x= 1:100;
y = c(rep(NA,40), 1:60)ccf(x = x, y = y, lag.max=100, na.action=na.pass, type =
correlation)
I was hoping to see max cor at lag = 40. But I am not. What am I doing wrong?
Thanks
VN
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Then you are posting in the wrong forum, since this is a forum about getting R
to do things for which you already understand the theory.
As to the results you are getting, I highly recommend reading the details
section of ?ccf.
BTW The Posting Guide indicates that you should post in text
On 03/07/13 04:21, Venkatesh Nagarajan wrote:
I am trying to understand lagged correlations.
x= 1:100;
y = c(rep(NA,40), 1:60)ccf(x = x, y = y, lag.max=100, na.action=na.pass, type
= correlation)
I was hoping to see max cor at lag = 40. But I am not. What am I doing wrong?
Well, I
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